Comparison of regression estimators using Pitman measures of nearness.

DOI10.1007/s003620100064zbMath1099.62525OpenAlexW1987061334MaRDI QIDQ5956468

Eshetu Wencheko

Publication date: 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100064

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (5)

Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion ⋮ Pitman Closeness in Classes of General Pre-Test Estimators and Regression Estimators ⋮ Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions ⋮ Comparison of some estimators under the Pitman's closeness criterion in linear regression model ⋮ More on the unbiased ridge regression estimation

Cites Work

• Good and optimal ridge estimators
• Ridge regression versus ols by pitman's closeness under quadratic and fisher's loss
• A comparison of biased regression estimators using a pitman nearness criterion
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis
• A Class of Biased Estimators in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• On Biased Estimation in Linear Models
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